AQ-R

Hi there,

I have cleaned up the data loading packages in AQ-R 1.1, it is not yet committed, but will be in very soon. It is now possible to load quotes and candles from an AQ-P2 data archive format, both over HTTP and from disc. More about the archive format is available at http://aqp2.activequant.org/archive.html .

In case you have a recorded data archive and want to share it, contact us.

Beside this, AQ-R 1.1 is also on its way to becoming a CRAN package, I have cleaned up the package structure and am really very happy with the current status. Stay tuned!

Cheers,
Ulrich

The AQ-R 1.1 package is growing slowly but steadily. Yesterday I added a little UI function with tcl/tk, that simply builds a little window with some user interface functionality and a button to reload from the archive servers the latest candles. The archive servers are some AQ recorders that run on my laptops at home, over dyndns it is possible to load that data.

It is also possible to backtest with the quotes in the archive, it also works well, but has plenty of improvements.

Maybe I really have to double check this blotter package at one point, although I strongly dislike this iterative approach it takes.